CRUDE OIL, LIGHT SWEET - ICE FUTURES EUROPE Code-067411 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 1,000 BARRELS) : : : : All : 596,145: 82,875 14,934 151,456 338,023 411,025 572,354 577,416: 23,791 18,729 Old : 596,145: 82,875 14,934 151,456 338,023 411,025 572,354 577,416: 23,791 18,729 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 28, 2010 : : 42,572: -2,221 -1,193 19,383 20,000 21,598 37,162 39,788: 5,410 2,784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 2.5 25.4 56.7 68.9 96.0 96.9: 4.0 3.1 Old : 100.0: 13.9 2.5 25.4 56.7 68.9 96.0 96.9: 4.0 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 118: 33 18 40 58 61 108 103: Old : 118: 33 18 40 58 61 108 103: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.9 20.2 36.8 32.5 13.7 11.5 19.0 17.1 Old : 23.9 20.2 36.8 32.5 13.7 11.5 19.0 17.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011